Definantly keep the cat in IMO. You don't want a mister porker sticking his head under there and discovering you have no cat converter. But by all means keep your exhaust free of mufflers, but keep the cat in, might just save you a few hassles further down the track. As for the dump pipe, your exhaust will benefit quite well from a larger dump pipe. Just the exhaust by itself doesn't do a great deal, but add a bigger dump pipe and you will notice it!
Just watch where you take it, make sure it is a reputable exhaust shop, as the bolts on the turbo break 90% of the time when people go ahead and fit new dump pipes. Good luck!